+22.5%
KORU vs UMAC
+2.9%
+19.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -10.9% | +5.6% | -0.6% |
| 7D | -24.3% | -26.0% | +1.7% | -13.6% |
| 30D | -54.2% | -40.3% | -13.9% | -42.5% |
| 3M | -45.4% | -51.1% | +5.7% | -29.0% |
| 6M | -66.5% | -5.6% | -60.8% | -63.6% |
| YTD | +14.9% | +2.3% | +12.6% | +12.2% |
| 1Y | +22.5% | +7.9% | +14.7% | +17.8% |
| All | +22.5% | +2.9% | +19.6% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling